+862.6%
DLR vs BR
+1,481.8%
-619.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +3.3% | +1.1% | +2.2% | +2.8% |
| 30D | +4.6% | +14.4% | -9.8% | -2.2% |
| 3M | -8.3% | +12.4% | -20.7% | -14.1% |
| 6M | -5.6% | +35.4% | -41.1% | -20.1% |
| YTD | +18.7% | -12.2% | +30.9% | +22.7% |
| 1Y | +17.1% | -12.7% | +29.8% | +21.4% |
| 3Y | +54.4% | +14.3% | +40.1% | +37.7% |
| 5Y | +36.5% | +19.3% | +17.2% | +17.5% |
| 10Y | +187.7% | +278.1% | -90.4% | +30.1% |
| All | +862.6% | +1,481.8% | -619.2% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling